+2,357.9%
JHX vs CPB
+65.1%
+2,292.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | +4.5% | -8.2% | +12.7% | +6.5% |
| 30D | -1.2% | -5.6% | +4.4% | -0.1% |
| 3M | +32.8% | +3.0% | +29.8% | +31.1% |
| 6M | +41.2% | -12.7% | +53.9% | +45.0% |
| YTD | +43.9% | -18.0% | +61.9% | +49.8% |
| 1Y | +48.0% | -31.7% | +79.8% | +61.0% |
| 3Y | +1.2% | -41.0% | +42.1% | +12.6% |
| 5Y | -22.6% | -38.4% | +15.8% | -16.3% |
| 10Y | +111.5% | -45.0% | +156.4% | +128.9% |
| All | +2,357.9% | +65.1% | +2,292.8% | +1,987.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling